Implied Volatility Skew (30-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

MSCI Inc (MSCI) had 30-Day Implied Volatility Skew of 0.0838 for 2026-04-14.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-04-14

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2385
Historical Volatility (Parkinson)	0.2207
Implied Volatility (Calls)	0.3983
Implied Volatility (Puts)	0.3435
Implied Volatility (Mean)	0.3709
Put-Call Implied Volatility Ratio	0.8626
Implied Volatility Skew	0.0838
Option Statistics
Put-Call Ratio (Volume)	0.5305
Put-Call Ratio (Open Interest)	3.2199